Quant jobs / Barclays

Quantitative Developer – Securitised Products and Credit

A developer role in the securitised products and credit quant dev team, writing the C++ and Python analytics behind valuation, risk and portfolio optimisation. The team works with traders and risk managers in London and New York.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Extend the C++ pricing and risk library for securitised credit products
Write Python tooling around the library for traders and risk teams
Work in a shared multi-developer codebase with code review and releases
Learn the cashflow mechanics of securitisations and how they are valued
Experiment with AI-assisted workflows for the dev team

What they ask for

Required

Strong C++
Python scripting
Working in a shared multi-developer codebase
Willingness to learn financial mathematics
Willingness to learn securitised products

Preferred

AI tooling (skills, workflows, MCP servers)
Cross-platform Linux/Windows applications
Distributed systems (Kafka, Redis)
JIRA

Education: Not stated
Experience: Professional C++ development experience in a team setting
Languages and tools: C++
Python
Markets: credit, fixed-income

How to prepare

Build a small C++ pricing library with unit tests
Learn how asset-backed securities and waterfalls work
Practise Python bindings to C++ code (pybind11)
Study basic discounting and credit spread concepts
Get comfortable with git workflows and CI on a shared repo

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Barclays’s site before applying: requirements, location and pay can change after we check them.

View the posting on Barclays’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Barclays and doesn’t handle applications.